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A percent point function or quantile function for distribution is the inverse of the cumulative distribution function, How to calculate the inverse of the normal cumulative distribution function in python?

i.e. For given probability & parameters, its output is the value of the random variable.

I know this is possible for a univariate case in python as-

from scipy.stats import norm    
norm.ppf(0.95, loc=10, scale=2) # mean=10,variance=2, probability=0.95

Out[34]: 0.94999999999999996  # x value corresponding to given probability

Can somebody tell me a function similar to this for a multivariate case in Python or R?

Nishant
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  • the exact duplicate (along with its answer) of this very same question is found [here](https://stats.stackexchange.com/q/530488/354951). in a nutshell: **it doesn't exist**. – Manuel F Jun 08 '22 at 15:05

0 Answers0